+5,862.8%
COF vs PCG
+50.8%
+5,811.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.8% |
| 7D | +1.8% | -13.9% | +15.7% | +4.0% |
| 30D | -0.6% | -16.9% | +16.3% | +2.1% |
| 3M | +20.3% | -14.7% | +35.0% | +22.8% |
| 6M | +13.0% | -23.8% | +36.8% | +17.6% |
| YTD | -8.3% | -10.5% | +2.2% | -7.5% |
| 1Y | -1.5% | -5.1% | +3.6% | -1.8% |
| 3Y | +122.3% | -11.6% | +133.9% | +123.1% |
| 5Y | +52.5% | +59.0% | -6.5% | +37.8% |
| 10Y | +264.9% | -75.7% | +340.6% | +284.3% |
| All | +5,862.8% | +50.8% | +5,811.9% | +4,120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling